Extremal behavior of diagonal and Bertino copulas

DOI10.5802/crmath.135zbMath1454.60070OpenAlexW3123389888MaRDI QIDQ2223431

Christian Genest, Magid Sabbagh

Publication date: 29 January 2021

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5802/crmath.135

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Uses Software

• QRM
• CopulaModel

Cites Work

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• Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
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• Elements of Copula Modeling with R

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